-24.5%
MDB vs TTMI
+840.7%
-865.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.4% | -4.1% |
| 7D | -18.0% | +12.2% | -30.2% | -20.3% |
| 30D | -10.7% | -5.7% | -5.0% | -10.1% |
| 3M | +1.0% | -27.5% | +28.5% | +6.1% |
| 6M | +31.6% | +47.1% | -15.5% | +6.9% |
| YTD | -15.2% | +87.5% | -102.6% | -38.3% |
| 1Y | +10.1% | +175.2% | -165.1% | -33.1% |
| 3Y | -5.6% | +901.9% | -907.6% | -70.0% |
| 5Y | -24.5% | +843.5% | -868.0% | -76.5% |
| All | -24.5% | +840.7% | -865.3% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling